mlsanityData to 14 Oct 2026

Rectifying Conformity Scores for Better Conditional Coverage

arXiv 2502.16336 ↗First posted 22 Feb 2025stat.ML cs.LG math.STcited by 17

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Abstract (arXiv)

We present a new method for generating confidence sets within the split conformal prediction framework. Our method performs a trainable transformation of any given conformity score to improve conditional coverage while ensuring exact marginal coverage. The transformation is based on an estimate of the conditional quantile of conformity scores. The resulting method is particularly beneficial for constructing adaptive confidence sets in multi-output problems where standard conformal quantile regression approaches have limited applicability. We develop a theoretical bound that captures the influence of the accuracy of the quantile estimate on the approximate conditional validity, unlike classical bounds for conformal prediction methods that only offer marginal coverage. We experimentally show that our method is highly adaptive to the local data structure and outperforms existing methods in terms of conditional coverage, improving the reliability of statistical inference in various applications.

Key facts. Cited by 17 papers in the map (data through 14 Oct 2026). Builds on 37 of its 72 references that are in the map. First posted on arXiv 22 Feb 2025.

Builds on

37 of 72 references.

References · 37

  1. 2016Distribution-Free Predictive Inference For Regressioncited by 668
  2. 2019Conformalized Quantile Regressioncited by 629
  3. 2018Do Deep Generative Models Know What They Don't Know?cited by 443
  4. 2020Classification with Valid and Adaptive Coveragecited by 396
  5. 2016Least Ambiguous Set-Valued Classifiers with Bounded Error Levelscited by 272
  6. 2023Conformal Prediction With Conditional Guaranteescited by 152
  7. 2021Localized Conformal Prediction: A Generalized Inference Framework for Conformal Predictioncited by 114
  8. 2023Class-Conditional Conformal Prediction with Many Classescited by 109
  9. 2024Theoretical Foundations of Conformal Predictioncited by 101
  10. 2021Conformal Prediction using Conditional Histogramscited by 77
  11. 2019A comparison of some conformal quantile regression methodscited by 76
  12. 2020CD-split and HPD-split: efficient conformal regions in high dimensionscited by 76
25 more
  1. 2022Batch Multivalid Conformal Predictioncited by 67
  2. 2019Adaptive, Distribution-Free Prediction Intervals for Deep Networkscited by 56
  3. 2021Copula-based conformal prediction for Multi-Target Regressioncited by 53
  4. 2021Calibrated Multiple-Output Quantile Regression with Representation Learningcited by 50
  5. 2022Probabilistic Conformal Prediction Using Conditional Random Samplescited by 47
  6. 2023A Large-Scale Study of Probabilistic Calibration in Neural Network Regressioncited by 27
  7. 2024Boosted Conformal Prediction Intervalscited by 27
  8. 2024Conformal Prediction with Learned Featurescited by 24
  9. 2025A Unified Comparative Study with Generalized Conformity Scores for Multi-Output Conformal Regressioncited by 24
  10. 2022Split Localized Conformal Predictioncited by 23
  11. 2024Probabilistic Conformal Prediction with Approximate Conditional Validitycited by 23
  12. 2023Integrating Uncertainty Awareness into Conformalized Quantile Regressioncited by 17
  13. 2021The Importance of Being a Band: Finite-Sample Exact Distribution-Free Prediction Sets for Functional Datacited by 16
  14. 2023Adaptive Conformal Prediction by Reweighting Nonconformity Scorecited by 16
  15. 2022Modular Conformal Calibrationcited by 15
  16. 2023Reliable Prediction Intervals with Regression Neural Networkscited by 11
  17. 2024Conformalized Adaptive Forecasting of Heterogeneous Trajectoriescited by 10
  18. 2023Efficient Conformal Prediction under Data Heterogeneitycited by 9
  19. 2023Conformalized Unconditional Quantile Regressioncited by 8
  20. 2023Adaptive Conformal Regression with Jackknife+ Rescaled Scorescited by 8
  21. 2024Distribution-Free Conformal Joint Prediction Regions for Neural Marked Temporal Point Processescited by 7
  22. 2024Probabilistic Calibration by Design for Neural Network Regressioncited by 6
  23. 2021MD-split+: Practical Local Conformal Inference in High Dimensionscited by 5
  24. 2023Conditional validity of heteroskedastic conformal regressioncited by 4
  25. 2019Fast Algorithms for the Quantile Regression Processcited by 2

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Cited by year (2026 to 14 Oct)

Citing papers per year: 2025: 8; 2026: 9.

17 papers.

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  1. 2025Conditional Coverage Diagnostics for Conformal Predictioncited by 8
  2. 2025Multivariate Standardized Residuals for Conformal Predictioncited by 6
  3. 2025CP4SBI: Local Conformal Calibration of Credible Sets in Simulation-Based Inferencecited by 6
  4. 2025Colorful Pinball: Density-Weighted Quantile Regression for Conditional Guarantee of Conformal Predictioncited by 3
  5. 2025Neural Optimal Transport Meets Multivariate Conformal Predictioncited by 2
  6. 2025CLAPS: Aleatoric-Epistemic Scaling via Last-Layer Laplace for Conformal Regressioncited by 2
  7. 2026Co-optimization for Adaptive Conformal Predictioncited by 2
  8. 2025Adaptive Cumulative Mass Calibration with Conformal Predictioncited by 1
  9. 2026Retrospective Counterfactual Prediction by Conditioning on the Factual Outcome: A Cross-World Approachcited by 1
  10. 2026Adaptive Conformal Prediction for Improving Factuality of Generations by Large Language Modelscited by 1
  11. 2026Conformalized Percentile Interval: Finite Sample Validity and Improved Conditional Performancecited by 1
  12. 2025Smoothing-Based Conformal Prediction for Balancing Efficiency and Interpretabilitycited by 0
5 more
  1. 2026Super-Level-Set Regression: Conditional Quantiles via Volume Minimizationcited by 0
  2. 2026Conformal Reliability: A New Evaluation Metric for Conditional Generationcited by 0
  3. 2026Self-Organized Conformal Prediction: Reducing Regional Coverage Gaps with Unsupervised Group Discoverycited by 0
  4. 2026How Synthetic Labels Improve Conformal Prediction: A Perspective on Conditional Coveragecited by 0
  5. 2026Sample-Efficient Generative Conformal Predictioncited by 0